Consider the Following Bivariate VAR(2): Which of the Following $\alpha$

Consider the following bivariate VAR(2) : Which of the following coefficient significances are required to be able to say that y₁ Granger-causes y₂ but not the other way around?

A) $\alpha$ ₁₃ and $\alpha$ ₁₄ significant; $\alpha$ ₂₁ and $\alpha$ ₂₂ not significant
B) $\alpha$ ₂₁ and $\alpha$ ₂₂ significant; $\alpha$ ₁₃ and $\alpha$ ₁₄ not significant
C) $\alpha$ ₂₁ and $\alpha$ ₂₃ significant; $\alpha$ ₁₁ and $\alpha$ ₁₃ not significant
D) $\alpha$ ₁₁ and $\alpha$ ₁₃ significant; $\alpha$ ₂₁ and $\alpha$ ₂₃ not significant

Correct Answer:

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